+3.9%
HYG vs SHEL
+32.9%
-29.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.2% |
| 30D | +0.1% | +6.8% | -6.7% | +0.1% |
| 3M | +0.7% | +8.1% | -7.5% | +0.7% |
| 6M | +1.5% | +14.4% | -12.9% | +1.3% |
| YTD | +2.2% | +30.0% | -27.8% | +1.6% |
| 1Y | +3.9% | +33.3% | -29.4% | +3.3% |
| All | +3.9% | +32.9% | -29.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling